/// <summary>
/// Persist the received Trade Object
/// </summary>
/// <param name="trade">Trade to be stored</param>
private void PersistTrade(Trade trade)
{
try
{
// Persist Trade
PersistencePublisher.PublishDataForPersistence(trade);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "PersistTrade");
}
}
/// <summary>
/// Called when Custom Strategy receives requested order accepted message
/// </summary>
/// <param name="order">Accepted Order details</param>
private void OnOrderAccepted(Order order)
{
//OrderDetails orderDetails = new OrderDetails();
//orderDetails.ID = order.OrderID;
////orderDetails.Price = order.;
//orderDetails.Quantity = order.OrderSize;
//orderDetails.Side = order.OrderSide;
////orderDetails.Type = order.;
//orderDetails.Status = order.OrderStatus;
//// Update UI
//AddOrderDetails(orderDetails);
PersistencePublisher.PublishDataForPersistence(order);
}
/// <summary>
/// Called when Custom Strategy receives notification from Order Cancellation
/// </summary>
/// <param name="order">Contains cancelled order information</param>
private void OnCancellationReceived(Order order)
{
OrderDetails orderDetails = new OrderDetails(order.OrderExecutionProvider);
orderDetails.ID = order.OrderID;
orderDetails.Security = order.Security;
orderDetails.Quantity = order.OrderSize;
orderDetails.Side = order.OrderSide;
orderDetails.Time = order.OrderDateTime;
orderDetails.Status = order.OrderStatus;
// Update UI
AddOrderDetails(orderDetails);
// Handle Persistence
PersistencePublisher.PublishDataForPersistence(order);
}
/// <summary>
/// Called when Custom Strategy receives new execution message
/// </summary>
/// <param name="execution">Contains Execution Info</param>
private void OnNewExecutionReceived(Execution execution)
{
// Update Stats
OrderDetails orderDetails = new OrderDetails(execution.OrderExecutionProvider);
orderDetails.ID = execution.Fill.OrderId;
orderDetails.Security = execution.Fill.Security;
orderDetails.Price = execution.Fill.ExecutionPrice;
orderDetails.Quantity = execution.Fill.ExecutionSize;
orderDetails.Side = execution.Fill.ExecutionSide;
orderDetails.Status = execution.Order.OrderStatus;
orderDetails.Time = execution.Fill.ExecutionDateTime;
// Update UI
AddOrderDetails(orderDetails);
PersistencePublisher.PublishDataForPersistence(execution.Fill);
PersistencePublisher.PublishDataForPersistence(execution.Order);
}
/// <summary>
/// Called when New order status received from <see cref="OrderExecutor"/>
/// </summary>
/// <param name="order"></param>
private void OnOrderExecutorNewArrived(Order order)
{
_tradeHubStrategy.NewArrived(order);
PersistencePublisher.PublishDataForPersistence(order);
}
/// <summary>
/// Called when Executions received from <see cref="OrderExecutor"/>
/// </summary>
/// <param name="execution"></param>
private void OnOrderExecutorExecutionArrived(Execution execution)
{
_tradeHubStrategy.ExecutionArrived(execution);
PersistencePublisher.PublishDataForPersistence(execution.Fill);
PersistencePublisher.PublishDataForPersistence(execution.Order);
}